Review ADXSignal trend and momentum indicators 1.1

Pererabotka standartnogo ADX dlia the polucheniia bolee poniatnykh i effektivnykh torgovykh signalov.
Indikator vychisliaet ADX po standartnym formulam, no iskliuchaet operatsiiu vziatiia modulia ot znachenii ADX, kotoraia po kakoi-to prichine iskusstvenno dobavlena v ADX. Drugimi slovami, indikator sokhraniaet iskhodnyi znak znachenii ADX, chto delaet ikh bolee tochnymi, prostymi dlia ispol'zovaniia i bolee rannimi po sravneniiu so standartnym ADX. Strogo govoria, liuboe preobrazovanie vrode vziatiia modulia unichtozhaet chast' informatsii, i potomu imeet smysl ego iskliuchit'. Krome togo indikator vvodit dopolnitel'nye bufera dlia udobstva pol'zovaniia.
Indikator vyvodit 4 linii:

• neposredstvenno ADX so znakom - tolstaia svetlo-golubaia liniia;
• +(-DI) indeks otritsatel'nogo dvizheniia - shtrikh-punktirnaia svetlo-korichnevaia liniia (vsegda polozhitel'naia);
• -(+DI) invertirovannyi indeks polozhitel'nogo dvizheniia - shtrikh-punktirnaia svetlo-zelenaia liniia (vsegda otritsatel'naia);
• (+DI)-(-DI) raznost' mezhdu dvumia indeksami - tolstaia seraia liniia.

V to vremia kak traditsionnyi ADX vsegda polozhitelen, ADXSignal mozhet byt' i polozhitel'nym, i otritsatel'nym. Signaly ADXSignal pokhozhi in a signaly ADX no bolee poniatnye

• Kogda ADXSignal rastet (ne vazhno - vyshe ili nizhe 0), est' trend vverkh. Kogda ADXSignal snizhaetsia (ne vazhno - vyshe ili nizhe 0), est' trend vniz.
• Moment, kogda sleduet otkryvat' pozitsiiu v napravlenii trenda, opredeliaetsia tem, chto raznitsa indeksov peresekaet nol' v sootvetstvuiushchem napravlenii. Obychno, soglasno pravilam ADX, vy pokupaete, kogda +DI ukhodit vyshe -DI, i prodaete, kogda +DI ukhodit nizhe -DI, no ADXSignal predostavliaet edinyi udobnyi bufer dlia etogo - 4-yi: kogda on > 0, pokupka, kogda < 0, prodazha.
• Takzhe legko zametit', chto linii +(-DI) i -(+DI) formiruiut kanal, kotoryi daet dopolnitel'nye signaly podtverzhdeniia - naprimer, kogda raznitsa vykhodit za predely kanala, signal usilivaetsia po sravneniiu s peresecheniem 0; eto mozhno ispol'zovat' dlia "dolivki".

Na skrinshotakh pokazano, kak sebia vedet ADXSignal v sravnenii s obychnym ADX. Legko zametit', signals ADXSignal formiruiutsia ran'she, chem u ADX. V tochkakh, we've got vertikal'nye linii ADXSignal that is "opredelilsia" with a new trend in the form of a podaet signal ADX the eshche pokazyvaet umen'shenie, in which case, soglasno emu vkhodit' eshche rano.
Parametry: period ADX (po-umolchaniiu - 14), i nastroiki uvedomlenii (AlertType - vnutrennii "alert" terminala, elektronnaia pochta, push-uvedomlenie, AlertCondition - formula, AlertName - imia signala). V formule dostupny peremennye dlia znachenii 4-kh buferov (ADXS, PDI, NDI i summy PDI+NDI) na 3-kh barakh:

• Buffer 0: ADXS - ADX0, ADX1, ADX2 [so znakom]
• Buffer 1: -(+DI) - PDI0, PDI1, PDI2 or DN0, DN1, DN2 [vsegda otritsatel'nye]
• Buffer 2: +(-DI) - NDI0, NDI1, NDI2 or UP0, UP1, UP2 [vsegda polozhitel'nye]
• Buffer 3: (+DI)-(-DI) - SUM0, SUM1, SUM2 [so znakom]

Primer formuly dlia dvukh signalov (pokupka +1, +2, prodazha-1, -2):
ADX2>DN2&&ADX1span> =UP1?+1SUM2*SUM1span> (SUM1>0?+2:-2):0)

Imeetsia analogichnyi indikator dlia MetaTrader 4.